Databases

These databases are available free of charge to Finance faculty, Finance doctoral students and Dice Center Fellows. The policy outlined in the Finance Department Data Policy applies to faculty and doctoral students from other Departments within Fisher and other Colleges at The Ohio State University.

NOTE: Databases cannot be accessed by anyone outside of The Ohio State University.

The databases in "Past Databases" do not contain the latest available data. But they are still in use at the Department. You will find a short introduction, available subscription date, and links for further information.

Links

CRSP / Compustat

The Center for Research in Security Prices (CRSP) contains databases of standard and derived historical data for NYSE, AMEX and Nasdaq common stocks. It also contains US indices, US government bonds, and US mutual funds data.

The COMPUSTAT (North America) Database includes (quarterly and yearly) financial information of U.S. and Canadian public companies and indexes.

These are the data tapes stored in the UNIX system at the Fisher College. You can also retrieve the data through WRDS.

Wharton Research Data Services (WRDS)

Currently we have full access to the databases at WRDS including the most-retrieved CRSP, Compustat, Dow Jones Averages, IBES, and TAQ. We have also subscribed to the CRSP/Compustat Merged database which provides more accurate links between CRSP and Compustat.

Links

Compact Disclosure / Worldscope

Compact Disclosure contains US company data while Worldscope contains foreign company data from financial statements, price/earnings, and managerial ownership. Worldscope is now Global Access owned by Thomson Financial.

Equity includes prices, volumes, market capitalization, earnings and dividend data for around 50,000 equities covering 64 developed and emerging markets with over 25 years of history for key developed markets.

Worldwide unit trust includes pricing and dividend coverage for 11 countries, including over 10,000 UK trusts.

International macroeconomics cover over 200,000 time series available with indicators for around 175 countries sourced from central banks, foreign exchange rates for over 63 currencies, 2,000 interest rates, 200,000 bonds from 32 markets, 19,000 warrants from over 50 markets, commodities covering 1,500 spot prices and major indices.

Links

The Trade and Quote Database (TAQ)

TAQ contains intraday transactions data (trades and quotes) for all securities listed on the New York Stock Exchange (NYSE) and American Stock Exchange (AMEX), as well as Nasdaq National Market System (NMS) and SmallCap issues.

Links

Berkeley Options Database (BODB)

The Berkeley Options Data Base is a complete record of trading activity on the floor of the Chicago Board Options Exchange (CBOE). It contains every bid-ask quote and every trade recorded on the floor of that exchange, time-stamped to the nearest second. This database is discontinued.

Links

Emerging Markets Database (EMDB)

The Emerging Markets Data Base contains information and statistics on stock markets in developing countries. Using a sample of stocks in each market, EMDB calculate indices of stock market performance designed to serve as benchmarks for countries it covers.

Links

Warga Fixed Income Database

The Fixed Income Securities Database (FISD) for academia is a collection of publicly offered U.S. Corporate and Agency bond data. Produced by LJS Global Information Services, Inc., this fixed income database engine is used by Reuters/Telerate and Bridge/EJV. These vendors collectively account for 83% of trader screens.

Coverage: over 70,000 corporate, U.S. Agency, U.S. Treasury and supranational debt securities.

Links

TASS Hedge Funds Database

TASS Hedge Funds Data Base lists in excess of 2,000 funds and managers and serves as the foundation for the CSFB/Tremont Hedge Fund Index. It contains several key features such as investment strategy and style, assets, instruments, leverage, monthly performance, and market indices.